+6.1%
HD vs LTH
+120.9%
-114.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | 0.0% |
| 7D | -0.5% | -4.6% | +4.1% | +0.5% |
| 30D | +18.5% | +14.8% | +3.7% | +15.1% |
| 3M | +2.2% | +3.9% | -1.8% | +1.1% |
| 6M | +13.8% | +35.5% | -21.6% | +6.5% |
| YTD | +3.4% | +71.3% | -67.9% | -8.5% |
| 1Y | -3.5% | +75.7% | -79.2% | -15.1% |
| 3Y | +29.0% | +231.9% | -202.9% | -3.1% |
| 5Y | +6.1% | +130.5% | -124.4% | -21.7% |
| All | +6.1% | +120.9% | -114.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling